+280.1%
WDAY vs CRH
+596.5%
-316.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.3% |
| 7D | -10.5% | -4.8% | -5.8% | -8.7% |
| 30D | +2.1% | -13.1% | +15.2% | +8.2% |
| 3M | +34.6% | -12.0% | +46.6% | +41.3% |
| 6M | +29.9% | -16.9% | +46.8% | +37.5% |
| YTD | -13.8% | -29.0% | +15.1% | -2.7% |
| 1Y | -18.3% | -20.3% | +2.1% | -12.9% |
| 3Y | -26.2% | +69.2% | -95.4% | -46.2% |
| 5Y | -30.8% | +94.6% | -125.5% | -53.9% |
| 10Y | +112.2% | +250.3% | -138.1% | +1.0% |
| All | +280.1% | +596.5% | -316.4% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CRH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling